I had hip and lower back pain in my last pg (and again this time) and was doing yoga. However, pilates if much better if you suffer from this pain as yoga can tend to relax and stretch the ligaments and muscles too much, which you don't want - you need them to be strengthened and "held together" which is what pilates does for you. This is what my physio told me the last time. This time I'm doing pilates and it's great - I feel much better after each class.

There are loads of pg relaxation cds etc. you can get if you want to relax and chill out - I use Natal Hypnotherapy ones - you can get them online